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Ouster, Inc. Common Stock OUST

TECHNOLOGY · ELECTRONIC COMPONENTS
i

Market dataready · fetched 2026-11-07T05:51:12.758Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:59:18.608620561Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T05:51:11.854171+00:00

Share price$34.80
1D+9.6%
AH$31.41$32.32$33.23$34.14$35.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOUST
Sold putSold callAH

Ouster, Inc. Common Stock options

Live interpolated OUST call and put midpoint premiums by absolute delta.Ouster, Inc. Common Stock$0.30$1.87$3.43$4.99$6.56$26.01$30.62$35.23$39.83$44.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive OUST spot · $34.80OUST PRICE$0.47$0.63$0.79$0.97$1.20$1.44$1.78$2.12$2.30$2.71$3.19$3.66$3.73$0.62$0.80$1.06$1.28$1.63$2.01$2.37$2.79$3.29$3.95$4.95$6.11
Puts——
CallsCheap0.62×
Skew——
Implied moveBearish±$4.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.12100.1%13.8%31.06116.0%12.5%
25Δ38.31100.7%11.9%31.95111.4%10.5%
30Δ37.5599.7%10.2%32.59114.7%9.4%
35Δ36.8899.3%8.8%33.28112.5%8.1%
40Δ36.27100.7%7.7%33.91117.3%7.3%
45Δ35.72103.1%6.8%34.56120.4%6.4%
50Δ35.15108.4%6.1%35.24120.3%5.5%
55Δ34.55112.1%5.4%35.94120.9%4.7%
60Δ33.96104.6%4.2%36.69122.3%4.0%
65Δ33.34107.4%3.6%37.56126.4%3.4%
70Δ32.65110.8%3.0%38.72135.4%3.0%
75Δ31.96111.1%2.4%40.06142.7%2.4%
80Δ31.6297.1%1.6%

20Δ

Calls
Pseudo strike
39.12
IV
100.1%
B/E move
13.8%
Puts
Pseudo strike
31.06
IV
116.0%
B/E move
12.5%

25Δ

Calls
Pseudo strike
38.31
IV
100.7%
B/E move
11.9%
Puts
Pseudo strike
31.95
IV
111.4%
B/E move
10.5%

30Δ

Calls
Pseudo strike
37.55
IV
99.7%
B/E move
10.2%
Puts
Pseudo strike
32.59
IV
114.7%
B/E move
9.4%

35Δ

Calls
Pseudo strike
36.88
IV
99.3%
B/E move
8.8%
Puts
Pseudo strike
33.28
IV
112.5%
B/E move
8.1%

40Δ

Calls
Pseudo strike
36.27
IV
100.7%
B/E move
7.7%
Puts
Pseudo strike
33.91
IV
117.3%
B/E move
7.3%

45Δ

Calls
Pseudo strike
35.72
IV
103.1%
B/E move
6.8%
Puts
Pseudo strike
34.56
IV
120.4%
B/E move
6.4%

50Δ

Calls
Pseudo strike
35.15
IV
108.4%
B/E move
6.1%
Puts
Pseudo strike
35.24
IV
120.3%
B/E move
5.5%

55Δ

Calls
Pseudo strike
34.55
IV
112.1%
B/E move
5.4%
Puts
Pseudo strike
35.94
IV
120.9%
B/E move
4.7%

60Δ

Calls
Pseudo strike
33.96
IV
104.6%
B/E move
4.2%
Puts
Pseudo strike
36.69
IV
122.3%
B/E move
4.0%

65Δ

Calls
Pseudo strike
33.34
IV
107.4%
B/E move
3.6%
Puts
Pseudo strike
37.56
IV
126.4%
B/E move
3.4%

70Δ

Calls
Pseudo strike
32.65
IV
110.8%
B/E move
3.0%
Puts
Pseudo strike
38.72
IV
135.4%
B/E move
3.0%

75Δ

Calls
Pseudo strike
31.96
IV
111.1%
B/E move
2.4%
Puts
Pseudo strike
40.06
IV
142.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
31.62
IV
97.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend132.07%
Daily close
OUST75.2%105.7%136.3%2026-08-10: 109.88%2026-08-11: 115.19%2026-08-12: 111.54%2026-08-13: 116.46%2026-08-14: 104.35%2026-08-17: 109.34%2026-08-18: 108.20%2026-08-19: 101.60%2026-08-20: 100.77%2026-08-21: 96.02%2026-08-24: 99.94%2026-08-25: 97.69%2026-08-26: 94.24%2026-08-27: 97.00%2026-08-28: 87.11%2026-08-31: 84.58%2026-09-01: 85.68%2026-09-02: 83.16%2026-09-03: 87.25%2026-09-04: 79.42%2026-09-08: 89.84%2026-09-09: 87.14%2026-09-10: 93.35%2026-09-11: 83.35%2026-09-14: 85.94%2026-09-15: 88.23%2026-09-16: 89.36%2026-09-17: 85.30%2026-09-18: 80.23%2026-09-21: 83.97%2026-09-22: 86.61%2026-09-23: 85.45%2026-09-24: 88.29%2026-09-25: 87.67%2026-09-28: 87.00%2026-09-29: 92.03%2026-09-30: 91.47%2026-10-01: 91.52%2026-10-02: 83.12%2026-10-05: 87.88%2026-10-06: 85.92%2026-10-07: 85.41%2026-10-08: 86.03%2026-10-09: 82.63%2026-10-12: 92.43%2026-10-13: 88.31%2026-10-14: 92.52%2026-10-15: 94.45%2026-10-16: 99.40%2026-10-19: 102.09%2026-10-20: 101.21%2026-10-21: 106.95%2026-10-22: 110.98%2026-10-23: 107.68%2026-10-26: 116.29%2026-10-27: 115.48%2026-10-28: 120.76%2026-10-29: 120.81%2026-10-30: 132.07%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
109.88%
115.19%
111.54%
116.46%
104.35%
109.34%
108.20%
101.60%
100.77%
96.02%
99.94%
97.69%
94.24%
97.00%
87.11%
84.58%
85.68%
83.16%
87.25%
79.42%
89.84%
87.14%
93.35%
83.35%
85.94%
88.23%
89.36%
85.30%
80.23%
83.97%
86.61%
85.45%
88.29%
87.67%
87.00%
92.03%
91.47%
91.52%
83.12%
87.88%
85.92%
85.41%
86.03%
82.63%
92.43%
88.31%
92.52%
94.45%
99.40%
102.09%
101.21%
106.95%
110.98%
107.68%
116.29%
115.48%
120.76%
120.81%
132.07%